SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	146.49	146.79	0.30	0.2%	144.19
High	146.81	147.17	0.36	0.2%	148.11
Low	146.25	146.41	0.16	0.1%	143.46
Close	146.62	146.70	0.08	0.1%	147.24
Range	0.56	0.76	0.20	35.7%	4.65
ATR	1.25	1.22	-0.04	-2.8%	0.00
Volume	98,326,500	128,318,195	29,991,695	30.5%	658,106,265

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.04	148.63	147.12
R3	148.28	147.87	146.91
R2	147.52	147.52	146.84
R1	147.11	147.11	146.77	146.94
PP	146.76	146.76	146.76	146.67
S1	146.35	146.35	146.63	146.18
S2	146.00	146.00	146.56
S3	145.24	145.59	146.49
S4	144.48	144.83	146.28

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	160.22	158.38	149.80
R3	155.57	153.73	148.52
R2	150.92	150.92	148.09
R1	149.08	149.08	147.67	150.00
PP	146.27	146.27	146.27	146.73
S1	144.43	144.43	146.81	145.35
S2	141.62	141.62	146.39
S3	136.97	139.78	145.96
S4	132.32	135.13	144.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148.11	143.99	4.12	2.8%	1.31	0.9%	66%	False	False	148,263,893
10	148.11	141.75	6.36	4.3%	1.15	0.8%	78%	False	False	126,972,306
20	148.11	140.13	7.98	5.4%	1.10	0.7%	82%	False	False	114,645,551
40	148.11	133.25	14.86	10.1%	1.16	0.8%	91%	False	False	116,310,612
60	148.11	130.93	17.18	11.7%	1.27	0.9%	92%	False	False	123,326,803
80	148.11	127.14	20.97	14.3%	1.45	1.0%	93%	False	False	136,527,126
100	148.11	127.14	20.97	14.3%	1.50	1.0%	93%	False	False	145,274,987
120	148.11	127.14	20.97	14.3%	1.47	1.0%	93%	False	False	146,446,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.40
2.618	149.16
1.618	148.40
1.000	147.93
0.618	147.64
HIGH	147.17
0.618	146.88
0.500	146.79
0.382	146.70
LOW	146.41
0.618	145.94
1.000	145.65
1.618	145.18
2.618	144.42
4.250	143.18

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	146.79	146.72
PP	146.76	146.71
S1	146.73	146.71

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These figures are updated between 7pm and 10pm EST after a trading day.

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